Graham Capital Management, L.P. Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$2.3T
Holdings
521
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (521 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 2,052,200 | $456.5B | 19.44% | Put |
| 2 | CCL 5.75 04/01/23CARNIVAL CORP | 62,874,000 | $133.1B | 5.67% | |
| 3 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 83,512,000 | $130.7B | 5.57% | |
| 4 | —GOGO INC | 52,634,000 | $119.1B | 5.07% | |
| 5 | CLFCLEVELAND-CLIFFS INC NEW | 4,935,048 | $107.4B | 4.58% | |
| 6 | NVAX 3.75 02/01/23NOVAVAX INC | 73,811,000 | $101.2B | 4.31% | |
| 7 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 71,438,000 | $89.9B | 3.83% | |
| 8 | ARANTERO RESOURCES CORP | 4,712,453 | $82.5B | 3.51% | Call |
| 9 | OPK 4.5 02/15/25OPKO HEALTH INC | 50,252,000 | $69.6B | 2.97% | |
| 10 | GPRE 2.25 03/15/27GREEN PLAINS INC | 42,000,000 | $56.4B | 2.40% | |
| 11 | —BLACKSTONE MORTGAGE TRUST IN | 49,610,000 | $49.9B | 2.13% | |
| 12 | SPWR 4 01/15/23SUNPOWER CORP | 41,817,000 | $48.7B | 2.07% | |
| 13 | DGDOLLAR GEN CORP NEW | 190,319 | $44.9B | 1.91% | |
| 14 | ICLNISHARES TR | 2,000,900 | $42.4B | 1.80% | Call |
| 15 | —GOPRO INC | 35,450,000 | $40.7B | 1.73% | |
| 16 | RIG 4 12/15/25 *TRANSOCEAN INC | 41,451,000 | $39.0B | 1.66% | |
| 17 | TRVCCITIGROUP INC | 620,384 | $37.5B | 1.60% | |
| 18 | NVV1NOVAVAX INC | 211,300 | $30.2B | 1.29% | Put |
| 19 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 27,744,000 | $28.1B | 1.20% | |
| 20 | ASOACADEMY SPORTS & OUTDOORS IN | 613,495 | $26.9B | 1.15% | |
| 21 | —PERSHING SQUARE TONTINE HLDG | 1,286,220 | $25.4B | 1.08% | |
| 22 | —PRETIUM RES INC | 25,018,000 | $25.2B | 1.07% | |
| 23 | STWD 4.375 04/01/23STARWOOD PPTY TR INC | 23,866,000 | $24.8B | 1.06% | |
| 24 | —PRECIGEN INC | 29,700,000 | $23.8B | 1.01% | |
| 25 | EQTEQT CORP | 951,480 | $20.8B | 0.88% | |
| 26 | —OMEROS CORP | 21,005,000 | $19.1B | 0.82% | |
| 27 | CMECME GROUP INC | 75,000 | $17.1B | 0.73% | |
| 28 | —GOLAR LNG LTD | 16,266,000 | $16.2B | 0.69% | |
| 29 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,535,600 | $15.6B | 0.67% | |
| 30 | CNXCNX RES CORP | 1,134,537 | $15.6B | 0.66% | |
| 31 | TIPISHARES TR | 118,900 | $15.4B | 0.65% | |
| 32 | —SOCIAL CAPITAL HEDOSOPHA HLD | 1,464,000 | $15.0B | 0.64% | |
| 33 | MIGAMICROSTRATEGY INC | 23,900 | $13.0B | 0.55% | Put |
| 34 | SPWRQSUNPOWER CORP | 586,216 | $12.2B | 0.52% | Put |
| 35 | MAXN 6.5 07/15/25MAXEON SOLAR TECHNOLOGIES LT | 11,050,000 | $11.8B | 0.50% | |
| 36 | —ALLEGHENY TECHNOLOGIES INC | 9,500,000 | $11.5B | 0.49% | |
| 37 | OMER 5.25 02/15/26OMEROS CORP | 14,500,000 | $10.8B | 0.46% | |
| 38 | NIONIO INC | 327,987 | $10.4B | 0.44% | Put |
| 39 | TSLATESLA INC | 8,697 | $9.2B | 0.39% | |
| 40 | UAUNDER ARMOUR INC | 500,610 | $9.0B | 0.38% | |
| 41 | HYGISHARES TR | 94,400 | $8.2B | 0.35% | |
| 42 | GMGENERAL MTRS CO | 137,282 | $8.0B | 0.34% | |
| 43 | —GREENLIGHT CAP RE LTD | 8,300,000 | $8.0B | 0.34% | |
| 44 | CYHCOMMUNITY HEALTH SYS INC NEW | 512,294 | $6.8B | 0.29% | |
| 45 | AMZNAMAZON COM INC | 1,726 | $5.8B | 0.25% | |
| 46 | —SCORPIO TANKERS INC | 4,762,000 | $4.7B | 0.20% | |
| 47 | SICPQSILVERGATE CAP CORP | 31,819 | $4.7B | 0.20% | |
| 48 | PENNPENN NATL GAMING INC | 90,432 | $4.7B | 0.20% | |
| 49 | CCOCAMECO CORP | 196,018 | $4.3B | 0.18% | |
| 50 | CPECALLON PETE CO DEL | 81,087 | $3.8B | 0.16% | |
| 51 | INDAISHARES TR | 79,400 | $3.6B | 0.15% | |
| 52 | EMBISHARES TR | 31,300 | $3.4B | 0.15% | |
| 53 | JETSETF SER SOLUTIONS | 150,000 | $3.2B | 0.13% | |
| 54 | ZGZILLOW GROUP INC | 50,000 | $3.1B | 0.13% | |
| 55 | XMESPDR SER TR | 58,100 | $2.6B | 0.11% | |
| 56 | XLFSELECT SECTOR SPDR TR | 66,300 | $2.6B | 0.11% | |
| 57 | ROKUROKU INC | 10,701 | $2.4B | 0.10% | |
| 58 | GSMFERROGLOBE PLC | 379,421 | $2.4B | 0.10% | |
| 59 | DALDELTA AIR LINES INC DEL | 59,007 | $2.3B | 0.10% | |
| 60 | ICEINTERCONTINENTAL EXCHANGE IN | 16,447 | $2.2B | 0.10% | |
| 61 | 0C3ENDEAVOR GROUP HLDGS INC | 60,846 | $2.1B | 0.09% | |
| 62 | LENLENNAR CORP | 17,680 | $2.1B | 0.09% | |
| 63 | ENPHENPHASE ENERGY INC | 11,056 | $2.0B | 0.09% | |
| 64 | JBLUJETBLUE AWYS CORP | 137,268 | $2.0B | 0.08% | |
| 65 | AAALCOA CORP | 32,520 | $1.9B | 0.08% | |
| 66 | DMLDENISON MINES CORP | 1,404,000 | $1.9B | 0.08% | |
| 67 | XLBSELECT SECTOR SPDR TR | 21,000 | $1.9B | 0.08% | |
| 68 | WYWEYERHAEUSER CO MTN BE | 45,015 | $1.9B | 0.08% | |
| 69 | SONOSONOS INC | 61,708 | $1.8B | 0.08% | |
| 70 | OXY/WSOCCIDENTAL PETE CORP | 145,000 | $1.8B | 0.08% | |
| 71 | PLTRPALANTIR TECHNOLOGIES INC | 100,057 | $1.8B | 0.08% | |
| 72 | LCLENDINGCLUB CORP | 74,785 | $1.8B | 0.08% | |
| 73 | PYPLPAYPAL HLDGS INC | 9,177 | $1.7B | 0.07% | |
| 74 | WLLWHITING PETE CORP NEW | 25,808 | $1.7B | 0.07% | |
| 75 | XYZBLOCK INC | 9,957 | $1.6B | 0.07% | |
| 76 | NXENEXGEN ENERGY LTD | 365,079 | $1.6B | 0.07% | |
| 77 | EXPEEXPEDIA GROUP INC | 8,735 | $1.6B | 0.07% | |
| 78 | SPAQUSDFISKER INC | 100,000 | $1.6B | 0.07% | Put |
| 79 | OWLBLUE OWL CAPITAL INC | 104,380 | $1.6B | 0.07% | |
| 80 | —DANIMER SCIENTIFIC INC | 180,440 | $1.5B | 0.07% | |
| 81 | GOOGLALPHABET INC | 511 | $1.5B | 0.06% | |
| 82 | CWKCUSHMAN WAKEFIELD PLC | 65,682 | $1.5B | 0.06% | |
| 83 | —DESKTOP METAL INC | 292,617 | $1.4B | 0.06% | |
| 84 | BEPCBROOKFIELD RENEWABLE CORP | 38,095 | $1.4B | 0.06% | |
| 85 | GHGUARDANT HEALTH INC | 13,994 | $1.4B | 0.06% | |
| 86 | GOOGALPHABET INC | 469 | $1.4B | 0.06% | |
| 87 | NVDANVIDIA CORPORATION | 4,472 | $1.3B | 0.06% | |
| 88 | —GREEN PLAINS INC | 1,000,000 | $1.3B | 0.06% | |
| 89 | XIFRNEXTERA ENERGY PARTNERS LP | 15,335 | $1.3B | 0.06% | |
| 90 | IYRISHARES TR | 11,000 | $1.3B | 0.05% | |
| 91 | SSRMSSR MNG INC | 69,931 | $1.2B | 0.05% | |
| 92 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 9,780 | $1.2B | 0.05% | |
| 93 | ESRTEMPIRE ST RLTY TR INC | 127,852 | $1.1B | 0.05% | |
| 94 | GEGGEO GROUP INC NEW | 135,258 | $1.0B | 0.04% | |
| 95 | BACVERIZON COMMUNICATIONS INC | 19,157 | $995.0M | 0.04% | |
| 96 | AGREURAVANGRID INC | 19,721 | $983.0M | 0.04% | |
| 97 | ONON SEMICONDUCTOR CORP | 14,368 | $975.0M | 0.04% | |
| 98 | DKNG1USDDRAFTKINGS INC | 34,835 | $956.0M | 0.04% | |
| 99 | —CANO HEALTH INC | 104,557 | $931.0M | 0.04% | |
| 100 | MCRB1EURSERES THERAPEUTICS INC | 109,414 | $911.0M | 0.04% |
Page 1 of 6Next